Small perturbations and stochastic games
type: Item
instance of: scholarly article
title: Small perturbations and stochastic games
zbMATH Open document ID: 0985.91006
DOI: 10.1007/BF02810665
author: Nicolas Vieille
published in: Israel Journal of Mathematics
publication date: 2002-05-21T00:00:00Z
review text: The purpose of this note is to apply results from the theory of Markov chains with rare transitions to stochastic games. The results obtained here are extensively used by the author [Two-player stochastic games I, II, ibid. 119, 55-91 (2000; Zbl 0974.91005) and ibid. 119, 93-126 (2000; Zbl 0978.91007)] to prove that every two-player stochastic game with finite state and action sets has an equilibrium payoff.
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 1558321
zbMATH Keywords: stochastic games
zbMATH Keywords: equilibrium payoff
zbMATH Keywords: Markov chain
zbMATH Keywords: rare transition probability
MaRDI profile type: Publication
cites work: Q4938928
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description: scientific article; zbMATH DE number 1558321